I can’t believe I never thought of this earlier. I had been playing Need for Speed: Most Wanted for a couple of days, and the easiest way to avoid getting busted, is well…Alt+F4. For the uninitiated, that’s a keyboard combination. Press those magic keys, and the games just exits. No questions asked. The chase and bounty may not be recorded, but you can get to preserve your markers.
Modesty forbids – I don’t need it! Ask my friends.